-92.6%
LCID vs ACM
-21.7%
-70.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -6.6% | -3.7% | -2.8% | -4.1% |
| 30D | -30.1% | -11.1% | -19.0% | -24.9% |
| 3M | -17.6% | -8.0% | -9.6% | -13.2% |
| 6M | -54.4% | -29.7% | -24.8% | -42.1% |
| YTD | -55.7% | -29.4% | -26.4% | -44.7% |
| 1Y | -71.0% | -46.4% | -24.6% | -55.1% |
| All | -92.6% | -21.7% | -70.9% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling